+276.3%
WPM vs SAN
+356.8%
-80.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +7.0% | +3.3% | +3.7% | +5.7% |
| 30D | +15.7% | +1.1% | +14.6% | +15.3% |
| 3M | +35.2% | +22.2% | +13.0% | +25.3% |
| 6M | +6.1% | +36.0% | -29.9% | -4.8% |
| YTD | +32.6% | +28.2% | +4.3% | +20.2% |
| 1Y | +46.9% | +54.1% | -7.2% | +26.7% |
| 3Y | +276.3% | +354.2% | -77.9% | +146.3% |
| All | +276.3% | +356.8% | -80.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling